Having been in all three (well, I wasn't exactly inside the tornado, but it was much too close for comfort), I agree that the earthquake is the choice of the lot -- if one has to be in one of the three.
However, if the question is, "Which would you rather live in -- an earthquake-, tornado-, or hurricane-prone area?", my answer would be the hurricane-prone area, because these days they're by far the most predictable and, therefore, escapable. I'm comforted by the fact that should one appear, I will have enough warning to be elsewhere when it hits. It's a lot harder to say that about tornadoes and earthquakes.